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Lucio Galeati

Publications and source records attributed to Lucio Galeati.

At least 19 recordsLinked to original sources

Non-selection of Lagrangian trajectories in the zero-noise limit for a class of stochastic regularizations

We prove the lack of selection in the zero-noise limit for solutions to SDEs driven by a divergence-free, H\"older continuous vector field with exponent $\alpha\in(0,1)$, arbitrarily close to $1$ but fixed. The result applies to a broad class of regularizing additive noises, including fractional Brownian motion and stable L\'evy processes. The proof combines pathwise Lagrangian arguments, based on the analysis of the deterministic flows associated to mixing velocity fields, with probabilistic estimates coming from the stochastic sewing lemma. This allows to show that lack of selection happens simultaneously on a large set of initial data, whose complement has arbitrarily small Lebesgue measure.

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The 2D Euler equations are well-posed for generic initial data in $L^2$

In this note we show the existence of a residual set (in the sense of Baire) of divergence free initial data $u_0\in L^2(D)$, $D=\mathbb{R}^2$ or $\mathbb{T}^2$, for which global existence and uniqueness of weak solutions to the incompressible 2D Euler equations holds. The associated solutions $u$ satisfy the energy balance and are recovered in the vanishing viscosity limit from solutions to 2D Navier-Stokes, which as a consequence cannot display anomalous dissipation of energy. Additionally, there exists a unique regular Lagrangian flow associated to such $u$, and the associated transport equation is well-posed. Finally, when $D=\mathbb{T}^2$, the solution $u$ is recovered as the limit of Galerkin approximations. The proof relies on global existence of smooth solutions and weak-strong uniqueness arguments.

math.AP

Refined uniqueness results for 2D Euler and gSQG with rough Kraichnan noise

We prove strong well-posedness results for the stochastic 2D Euler equations in vorticity form and generalized SQG equations, with $L^p$ initial data and driven by a spatially rough, incompressible transport noise of Kraichnan type. Previous works addressed this problem with noise of spatial regularity $\alpha\in (0,1/2)$, in a setting where a rougher noise yields a stronger regularization. We remove this limitation by allowing any $\alpha \in (0,1)$, covering the same range of parameters for which anomalous regularization effects are known to occur in passive scalars. In particular, this covers the physically relevant case $\alpha=2/3$, associated with the Richardson-Kolmogorov scaling of energy cascade.

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Anomalous dissipation and regularization in isotropic Gaussian turbulence

In this work we rigorously establish a number of properties of "turbulent" solutions to the stochastic transport and the stochastic continuity equations constructed by Le Jan and Raimond in [Ann. Probab. 30(2): 826-873, 2002]. The advecting velocity field, not necessarily incompressible, is Gaussian and white-in-time, space-homogeneous and isotropic, with $\alpha$-H\"older regularity in space, $\alpha\in (0,1)$. We cover the full range of compressibility ratios giving spontaneous stochasticity of particle trajectories. For the stochastic transport equation, we prove that generic $L^2_x$ data experience anomalous dissipation of the mean energy, and study basic properties of the resulting anomalous dissipation measure. Moreover, we show that starting from such irregular data, the solution immediately gains regularity and enters into a fractional Sobolev space $H^{1-\alpha-}_x$. The proof of the latter is obtained as a consequence of a new sharp regularity result for the degenerate parabolic PDE satisfied by the associated two-point self-correlation function, which is of independent interest. In the incompressible case, a Duchon-Robert-type formula for the anomalous dissipation measure is derived, making a precise connection between this self-regularizing effect and a limit on the flux of energy in the turbulent cascade. Finally, for the stochastic continuity equation, we prove that solutions starting from a Dirac delta initial condition undergo an average squared dispersion growing with respect to time as $t^{1/(1-\alpha)}$, rigorously establishing the analogue of Richardson's law of particle separations in fluid dynamics.

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On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations

We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the law are twofold: i) we quantify the spatial regularity of the law, while keeping track of integrability in time, and ii) we prove that it has a density with Gaussian tails. Then the former result is used to establish novel results on existence and uniqueness of solutions to McKean-Vlasov equations of convolutional type.

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On the well-posedness of (nonlinear) rough continuity equations

Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood drifts, as well as well-posedness of weak $L^p$-valued solutions to linear rough continuity and transport equations on $\mathbb{R}^d$ under DiPerna--Lions regularity conditions; a combination of the two then yields flow representation formula for linear RPDEs. We apply these results to obtain existence, uniqueness and continuous dependence for $L^1\cap L^\infty$-valued solutions to a general class of nonlinear continuity equations. In particular, our framework covers the $2$D Euler equations in vorticity form with rough transport noise, providing a rough analogue of Yudovich's theorem. As a consequence, we construct an associated continuous random dynamical system, when the driving noise is a fractional Brownian motion with Hurst parameter $H \in (1/3,1)$. We further prove weak existence of solutions for initial vorticities in $L^1\cap L^p$, for any $p\in [1,\infty)$.

math.AP

Anomalous Regularization in Kraichnan's Passive Scalar Model

We consider the advection of a passive scalar by a divergence free random Gaussian field, white in time and H\"older regular in space (rough Kraichnan's model), a well established synthetic model of passive scalar turbulence. By studying the evolution of negative Sobolev norms, we show an anomalous regularization effect induced by the dynamics: distributional initial conditions immediately become functions of positive Sobolev regularity.

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Almost-everywhere uniqueness of Lagrangian trajectories for $3$D Navier--Stokes revisited

We show that, for any Leray solution $u$ to the $3$D Navier--Stokes equations with $u_0\in L^2$, the associated deterministic and stochastic Lagrangian trajectories are unique for Lebesgue a.e. initial condition. Additionally, if $u_0\in H^{1/2}$, then pathwise uniqueness is established for the stochastic Lagrangian trajectories starting from every initial condition. The result sharpens and extends the original one by Robinson and Sadowski (Nonlinearity 2009) and is based on rather different techniques. A key role is played by a newly established asymmetric Lusin--Lipschitz property of Leray solutions $u$, in the framework of (random) Regular Lagrangian flows.

math.AP

Regularization by rough Kraichnan noise for the generalised SQG equations

We consider the generalised Surface Quasi-Geostrophic (gSQG) equations in $\mathbb R^2$ with parameter $\beta\in (0,1)$, an active scalar model interpolating between SQG ($\beta=1$) and the 2D Euler equations ($\beta=0$) in vorticity form. Existence of weak $(L^1\cap L^p)$-valued solutions in the deterministic setting is known, but their uniqueness is open. We show that the addition of a rough Stratonovich transport noise of Kraichnan type regularizes the PDE, providing strong existence and pathwise uniqueness of solutions for initial data $\theta_0\in L^1\cap L^p$, for suitable values $p\in[2,\infty]$ related to the regularity degree $\alpha$ of the noise and the singularity degree $\beta$ of the velocity field; in particular, we can cover any $\beta\in (0,1)$ for suitable $\alpha$ and $p$ and we can reach a suitable ("critical") threshold. The result also holds in the presence of external forcing $f\in L^1_t (L^1\cap L^p)$ and solutions are shown to depend continuously on the data of the problem; furthermore, they are well approximated by vanishing viscosity and regular approximations. With similar techniques, we also show well-posedness for two-dimensional linear transport equation with random drift, with the same noise.

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Weak well-posedness by transport noise for a class of 2D fluid dynamics equations

A fundamental open problem in fluid dynamics is whether solutions to $2$D Euler equations with $(L^1_x\cap L^p_x)$-valued vorticity are unique, for some $p\in [1,\infty)$. A related question, more probabilistic in flavour, is whether one can find a physically relevant noise regularizing the PDE. We present some substantial advances towards a resolution of the latter, by establishing well-posedness in law for solutions with $(L^1_x\cap L^2_x)$-valued vorticity and finite kinetic energy, for a general class of stochastic 2D fluid dynamical equations; the noise is spatially rough and of Kraichnan type and we allow the presence of a deterministic forcing $f$. This class includes as primary examples logarithmically regularized 2D Euler and hypodissipative 2D Navier-Stokes equations. In the first case, our result solves the open problem posed by Flandoli. In the latter case, for well-chosen forcing $f$, the corresponding deterministic PDE without noise has recently been shown by Albritton and Colombo to be ill-posed; consequently, the addition of noise truly improves the solution theory for such PDE.

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Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the associated McKean--Vlasov equation, as the number of particles $N\to\infty$, with quantitative sharp rates of order $N^{-1/2}$. Our results hold for a wide class of possibly time-dependent interactions, which are only assumed to satisfy a Besov-type regularity, related to the Hurst parameter $H\in (0,+\infty)\setminus \mathbb{N}$ of the driving noises. In particular, as $H$ decreases to $0$, interaction kernels of arbitrary singularity can be considered, a phenomenon frequently observed in regularization by noise results. Our proofs rely on a combinations of Sznitman's direct comparison argument with stochastic sewing techniques.

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A note on weak existence for singular SDEs

Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition $1/q+d/p\leq 1$, thus going below the celebrated Ladyzhenskaya-Prodi-Serrin condition. We present here a variant of such result, whose proof relies on an alternative technique, based on a partial Zvonkin transform; this allows for drifts with growth at infinity and/or in uniformly local Lebesgue spaces.

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Mixing for generic rough shear flows

We study mixing and diffusion properties of passive scalars driven by $generic$ rough shear flows. Genericity is here understood in the sense of prevalence and (ir)regularity is measured in the Besov-Nikolskii scale $B^α_{1, \infty}$, $α\in (0, 1)$. We provide upper and lower bounds, showing that in general inviscid mixing in $H^{1/2}$ holds sharply with rate $r(t) \sim t^{1/(2 α)}$, while enhanced dissipation holds with rate $r(ν) \sim ν^{α/ (α+2)}$. Our results in the inviscid mixing case rely on the concept of $ρ$-irregularity, first introduced by Catellier and Gubinelli (Stoc. Proc. Appl. 126, 2016) and provide some new insights compared to the behavior predicted by Colombo, Coti Zelati and Widmayer (arXiv:2009.12268, 2020).

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Prevalence of $ρ$-irregularity and related properties

We show that generic Hölder continuous functions are $ρ$-irregular. The property of $ρ$-irregularity has been first introduced by Catellier and Gubinelli (Stoc. Proc. Appl. 126, 2016) and plays a key role in the study of well-posedness for some classes of perturbed ODEs and PDEs. Genericity here is understood in the sense of prevalence. As a consequence we obtain several results on regularisation by noise "without probability", i.e. without committing to specific assumptions on the statistical properties of the perturbations. We also establish useful criteria for stochastic processes to be $ρ$-irregular and study in detail the geometric and analytic properties of $ρ$-irregular functions.

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LDP and CLT for SPDEs with Transport Noise

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large deviations and Gaussian fluctuations underlying such scaling limit are investigated in two cases of interest: stochastic linear transport equations in dimension $D\geq 2$ and $2$D Euler equations in vorticity form. In both cases, a central limit theorem with strong convergence and explicit rate is established. The proofs rely on nontrivial tools, like the solvability of transport equations with supercritical coefficients and $Γ$-convergence arguments.

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Stability estimates for singular SDEs and applications

We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $σ$, satisfying Krylov--Röckner type assumptions. We prove several stability estimates, comparing solutions driven by different $(b^i,σ^i)$, both for Itô and Stratonovich SDEs, possibly depending on negative Sobolev norms of the difference $b^1-b^2$. We then discuss several applications of these results to McKean--Vlasov SDEs, criteria for strong compactness of solutions and Wong--Zakai type theorems.

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Solution theory of fractional SDEs in complete subcritical regimes

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that includes strong existence, path-by-path uniqueness, existence of a solution flow of diffeomorphisms, Malliavin differentiability and $\rho$-irregularity. As a consequence, we can also treat McKean-Vlasov, transport and continuity equations.

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Quantitative convergence rates for scaling limit of SPDEs with transport noise

We consider on the torus the scaling limit of stochastic 2D (inviscid) fluid dynamical equations with transport noise to deterministic viscous equations. Quantitative estimates on the convergence rates are provided by combining analytic and probabilistic arguments, especially heat kernel properties and maximal estimates for stochastic convolutions. Similar ideas are applied to the stochastic 2D Keller-Segel model, yielding explicit choice of noise to ensure that the blow-up probability is less than any given threshold. Our approach also gives rise to some mixing property for stochastic linear transport equations and dissipation enhancement in the viscous case.

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